...You could do it manually: Take the WAVs and edit them in something like Audacity, adding the crossfade "by hand"... It's a lot of tedious work, though...
Or you could use SoX, "the swiss army knife of sound processing programs". It's a command line utility, you'd have to find out how to use it for mixing/crossfading and write a simply batch-script that applies it to all your files... Would be the geeky way to do it (read: may actually take longer than doing it by hand (when you only need it for one CD, that is), but involves more learning and less tediousness )...